FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 5,771.0 5,762.0 -9.0 -0.2% 5,845.0
High 5,777.5 5,767.0 -10.5 -0.2% 5,867.0
Low 5,741.0 5,732.0 -9.0 -0.2% 5,731.5
Close 5,759.5 5,740.0 -19.5 -0.3% 5,757.5
Range 36.5 35.0 -1.5 -4.1% 135.5
ATR 64.2 62.1 -2.1 -3.2% 0.0
Volume 65,924 53,193 -12,731 -19.3% 353,578
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 5,851.5 5,830.5 5,759.0
R3 5,816.5 5,795.5 5,749.5
R2 5,781.5 5,781.5 5,746.5
R1 5,760.5 5,760.5 5,743.0 5,753.5
PP 5,746.5 5,746.5 5,746.5 5,743.0
S1 5,725.5 5,725.5 5,737.0 5,718.5
S2 5,711.5 5,711.5 5,733.5
S3 5,676.5 5,690.5 5,730.5
S4 5,641.5 5,655.5 5,721.0
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,192.0 6,110.0 5,832.0
R3 6,056.5 5,974.5 5,795.0
R2 5,921.0 5,921.0 5,782.5
R1 5,839.0 5,839.0 5,770.0 5,812.0
PP 5,785.5 5,785.5 5,785.5 5,772.0
S1 5,703.5 5,703.5 5,745.0 5,677.0
S2 5,650.0 5,650.0 5,732.5
S3 5,514.5 5,568.0 5,720.0
S4 5,379.0 5,432.5 5,683.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,826.0 5,731.5 94.5 1.6% 49.5 0.9% 9% False False 67,755
10 5,867.0 5,731.5 135.5 2.4% 47.5 0.8% 6% False False 66,429
20 5,867.0 5,573.5 293.5 5.1% 62.5 1.1% 57% False False 74,363
40 5,867.0 5,410.0 457.0 8.0% 68.5 1.2% 72% False False 77,744
60 5,867.0 5,235.0 632.0 11.0% 76.5 1.3% 80% False False 82,575
80 5,867.0 5,176.0 691.0 12.0% 76.5 1.3% 82% False False 61,967
100 5,867.0 5,176.0 691.0 12.0% 72.5 1.3% 82% False False 49,587
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,916.0
2.618 5,858.5
1.618 5,823.5
1.000 5,802.0
0.618 5,788.5
HIGH 5,767.0
0.618 5,753.5
0.500 5,749.5
0.382 5,745.5
LOW 5,732.0
0.618 5,710.5
1.000 5,697.0
1.618 5,675.5
2.618 5,640.5
4.250 5,583.0
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 5,749.5 5,758.0
PP 5,746.5 5,752.0
S1 5,743.0 5,746.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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